+5,283.0%
O vs TRMB
+2,182.3%
+3,100.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +3.3% | -17.0% | +20.3% | +5.9% |
| 30D | +10.3% | -9.0% | +19.3% | +11.5% |
| 3M | -3.5% | -8.1% | +4.7% | -2.7% |
| 6M | -1.3% | -10.1% | +8.8% | -0.4% |
| YTD | +10.3% | -30.2% | +40.5% | +15.2% |
| 1Y | +10.4% | -30.7% | +41.1% | +15.3% |
| 3Y | +40.0% | +32.6% | +7.4% | +30.5% |
| 5Y | +12.4% | -38.1% | +50.5% | +16.0% |
| 10Y | +78.2% | +98.9% | -20.7% | +52.6% |
| All | +5,283.0% | +2,182.3% | +3,100.7% | +3,336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling